-4.8%
HSY vs ABCL
+171.1%
-175.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.6% | +1.4% | -3.0% | -1.5% |
| 30D | -4.2% | +65.1% | -69.3% | -2.7% |
| 3M | -0.7% | +111.1% | -111.8% | +2.2% |
| 6M | -21.8% | +231.6% | -253.4% | -18.2% |
| YTD | -2.7% | +234.5% | -237.2% | +1.3% |
| 1Y | -4.8% | +174.3% | -179.2% | -1.2% |
| All | -4.8% | +171.1% | -175.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling